problem with lognormal cumulative distribution function
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Hi. i want to get the lognormal cumulative distribution function for a variable with mean=0.04 and stdv=0.01 :
cdf('Lognormal',value,mean,stdv)
cdf('Lognormal',0.04,0.04,0.01)
but for the numbers around the mean value the CDF is zero which it should not be. could you please help me what is the prolem
采纳的回答
bym
2011-9-4
you need to take the exponential of number:
logncdf(exp(.04),.04,.01)
ans =
0.5000
更多回答（2 个）
the cyclist
2011-9-4
The support for the density function lies in a narrow band around log(x)-mu = 0, not around x - mu = 0. Here are some values around the peak of the pdf:
mu = 0.04;
sigma = 0.01;
x = [1.01 1.02 1.03 1.04 1.05 1.06 1.07]
cdf__of_lognormal_evaluated_at_x = cdf('Lognormal',x,mu,sigma)
Oleg Komarov
2011-9-4
mu = 0.04;
sigma = 0.01;
values = 0:0.01:2;
subplot(211)
plot(values,pdf('logn',values,mu,sigma))
subplot(212)
plot(values,cdf('logn',values,mu,sigma))
As you can see from wikipedia, the smaller the sigma, the more the distribution converges in probability to exp(mu).
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2011-9-4
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